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research: timestamped Yahoo analyst snapshots and a forward-only EPS-revision overlay

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collect archives Yahoo's earnings/revenue estimates, EPS trend, EPS
revisions and price targets as immutable snapshots; a snapshot is usable
only after its created_at, so the vendor's 30/90-day history never reaches
earlier bars. evaluate replays overnight_recovery_top10 with an EPS-revision
re-rank of the quant top 50 on the same ledger and costs and returns NEEDS
EVIDENCE until 252 active sessions from 20 collection dates exist. The
agent's candidate pack now carries each name's analyst context.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Gahow Wang
2026-10-12 05:16:19 -07:00
parent 31155fdcfb
commit 0e1e0a202c
4 changed files with 505 additions and 2 deletions
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CLAUDE.md
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@@ -40,6 +40,7 @@ uv run python trader.py compare --market us --book selected_2026_09 # A nam
# Agent-reviewed strategy overnight_recovery_agent_top10: daily loop (skill .claude/skills/agent-stock-review)
uv run python agent_review.py candidates # after the US close: top-50 pack -> data/agent/us/candidates_<as_of>.json
uv run python agent_review.py candidates --analyst-refresh # immutable Yahoo EPS-trend/revision snapshots + analyst context in the pack
uv run python agent_review.py submit data/agent/us/draft_<as_of>.json # before 16:00 New York of the next session
uv run python agent_review.py evaluate # score IC, veto outcomes, book vs overnight_recovery_top10
@@ -73,6 +74,7 @@ PYTHONPATH=. uv run python -m research.lab.us_target50 # the b
PYTHONPATH=. uv run --with numba python -m research.lab.qqq_scan # alpha vs QQQ of every sleeve / factor / mega-cap variant
PYTHONPATH=. uv run --with numba python -m research.lab.beat_qqq # sleeves picked on 2006-16, judged 2017-26; odds of beating QQQ
PYTHONPATH=. uv run --with numba python -m research.lab.momentum_fundamentals [--sensitivity] # financial-statement vetoes/confirmations on overnight_recovery_top10
uv run python -m research.lab.analyst_estimates evaluate # EPS-revision overlay vs the same ledger/costs; forward only, no live promotion
uv run python -m research.lab.fetch_insider && PYTHONPATH=. uv run python -m research.lab.insider # SEC Form 4 insider factors
PYTHONPATH=. uv run python -m research.lab.fetch_insider --universe mid small && PYTHONPATH=. uv run python -m research.lab.insider_mid # S&P 400/600 Form 4 factors (all REJECT 2026-10-09)
PYTHONPATH=. uv run python -m research.lab.fetch_lazy_prices && PYTHONPATH=. uv run python -m research.lab.lazy_prices # 10-K/10-Q text similarity, 8-K earnings dates, SIC